Pages that link to "Item:Q4153457"

The following pages link to Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo (Q4153457):

Displaying 50 items.

• Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market (Q274903) (← links)
• Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models (Q274920) (← links)
• Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data (Q277157) (← links)
• Bayesian point estimation of the cointegration space (Q278200) (← links)
• On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks (Q280238) (← links)
• Modeling the diffusion of scientific publications (Q280262) (← links)
• Testing the assumptions behind importance sampling (Q302094) (← links)
• A note on a posterior approximation in a heteroscedastic model (Q373816) (← links)
• A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation (Q528082) (← links)
• A Bayesian analysis of payday loans and their regulation (Q528097) (← links)
• A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches (Q756350) (← links)
• Monte Carlo computation of the mean of a function with convex support (Q804122) (← links)
• From EM to data augmentation: the emergence of MCMC Bayesian computation in the 1980s (Q906521) (← links)
• Improving MCMC, using efficient importance sampling (Q961112) (← links)
• Bayesian analysis of dichotomous quantal response models (Q1063998) (← links)
• Posterior moments computed by mixed integration (Q1070739) (← links)
• A 1-1 poly-t random variable generator with application to Monte Carlo integration (Q1071467) (← links)
• Bayesian analysis of switching regression models (Q1075000) (← links)
• Some aspects of prior elicitation problems in disequilibrium models (Q1075001) (← links)
• Structural time series modeling: A Bayesian approach (Q1095558) (← links)
• Antithetic acceleration of Monte Carlo integration in Bayesian inference (Q1117663) (← links)
• Exact predictive densities for linear models with ARCH disturbances (Q1118320) (← links)
• On the evaluation of poly-t density functions (Q1133846) (← links)
• Further experience in Bayesian analysis using Monte Carlo integration (Q1154774) (← links)
• Model occurrence and model selection in panel data sets (Q1166225) (← links)
• Bayes inference in the Tobit censored regression model (Q1186049) (← links)
• Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function (Q1193514) (← links)
• Bayesian regression analysis using poly-t densities (Q1243556) (← links)
• A numerical Bayesian test for cointegration of AR processes (Q1347107) (← links)
• Monte-Carlo evaluation of multivariate normal probabilities (Q1362040) (← links)
• Job search theory, labour supply and unemployement duration (Q1362484) (← links)
• The finite sample properties of simultaneous equations' estimates and estimators. Bayesian and non-Bayesian approaches (Q1377312) (← links)
• Do UK stock prices deviate from fundamentals? (Q1427750) (← links)
• Efficient importance sampling in mixture frameworks (Q1623542) (← links)
• Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554) (← links)
• Posterior analysis of state space model with spherical symmetricity (Q1657905) (← links)
• Optimal privatization portfolios in the presence of arbitrary risk aversion (Q1681178) (← links)
• Importance sampling from posterior distributions using copula-like approximations (Q1740341) (← links)
• Bayesian econometrics and forecasting. (With comments) (Q1841081) (← links)
• Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration (Q1867740) (← links)
• Jeffreys prior analysis of the simultaneous equations model in the case with \(n+1\) endogenous variables. (Q1867741) (← links)
• Bayesian bootstrap multivariate regression (Q1868969) (← links)
• A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood (Q1927121) (← links)
• Safe adaptive importance sampling: a mixture approach (Q2039792) (← links)
• Infinite-dimensional gradient-based descent for alpha-divergence minimisation (Q2054493) (← links)
• Aggregating heterogeneous-agent models with permanent income shocks (Q2246633) (← links)
• Seminonparametric Bayesian estimation of the asymptotically ideal production model (Q2277744) (← links)
• Methods for computing marginal data densities from the Gibbs output (Q2440391) (← links)
• The method of forced probabilities: a computation trick for Bayesian model evidence (Q2683515) (← links)
• The robustness of simulation-based Markovian transition probabilities for ultra-small samples of non-performing credit (Q2866402) (← links)